المؤلفون: Darjus Hosszejni, Gregor Kastner

المصدر: Journal of Statistical Software; Vol. 100 (2021); 1-34

مصطلحات موضوعية: FOS: Computer and information sciences, Multivariate statistics, 101018 Statistik, J.4, state-space model, 502025 Ökonometrie, Computer science, Bayesian inference, leverage effect, Econometrics (econ.EM), financial time series, Quantitative Finance - Computational Finance, Markov chain Monte Carlo (MCMC), Computation (stat.CO), 102022 Softwareentwicklung, Stochastic volatility, dynamic correlation, G.3, 101026 Zeitreihenanalyse, symbols, Statistics, Probability and Uncertainty, HA29-32, Algorithm, heteroskedasticity, Bayesian inference, state-space model, heteroskedasticity, dynamic correlation, dynamic covariance, factor stochastic volatility, Markov chain Monte Carlo, MCMC, leverage effect, asymmetric return distribution, heavy tails, financial time series, Statistics and Probability, Heteroscedasticity, Bayesian probability, Computational Finance (q-fin.CP), Statistics - Computation, factor stochastic volatility, asymmetric return distribution, HB135-147, FOS: Economics and business, symbols.namesake, QA76.75-76.765, 62-04 (Primary) 62F15, 62M10, 62P20 (Secondary), Economics - Econometrics, Statistical Finance (q-fin.ST), 101018 Statistics, Univariate, Quantitative Finance - Statistical Finance, Markov chain Monte Carlo, 102022 Software development, 101026 Time series analysis, heavy tails, Range (mathematics), 502025 Econometrics, dynamic covariance, Software

وصف الملف: application/pdf; application/gzip; text/plain; text

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3003f19373aa4678cfa78d0cc776d1beTest
https://www.jstatsoft.org/index.php/jss/article/view/v100i12Test

المؤلفون: Johannes T. N. Krebs

المصدر: Journal of Multivariate Analysis. 173:620-639

مصطلحات موضوعية: Statistics and Probability, Numerical Analysis, Ergodicity, Hilbert space, Mathematics - Statistics Theory, 020206 networking & telecommunications, Statistics Theory (math.ST), 02 engineering and technology, Pseudometric space, 01 natural sciences, Nonparametric regression, 010104 statistics & probability, symbols.namesake, Kernel (statistics), FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, symbols, Applied mathematics, Ergodic theory, Kernel regression, 0101 mathematics, Statistics, Probability and Uncertainty, Triangular array, 62F40, 62M30, 62M10 (Primary), 62G09, 62M20 (Secondary), Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::283d04e78e15da4d02aa02cc31012843Test
https://doi.org/10.1016/j.jmva.2019.05.004Test

المؤلفون: Zhibing He, Armin Schwartzman, Dan Cheng

المصدر: Electron. J. Statist. 14, no. 2 (2020), 3705-3729

مصطلحات موضوعية: Statistics and Probability, False discovery rate, 62H15, 62M10, Mathematics - Statistics Theory, Statistics Theory (math.ST), 01 natural sciences, 62M07, 010104 statistics & probability, symbols.namesake, 0502 economics and business, FOS: Mathematics, 0101 mathematics, Gaussian process, 050205 econometrics, Mathematics, Change points, FDR, power, Gaussian processes, kernel smoothing, differential, multiple testing, local maxima, local minima, 05 social sciences, Thresholding, Maxima and minima, Gaussian noise, 60G15, Kernel smoother, symbols, Piecewise, 62M10, 60G35, Statistics, Probability and Uncertainty, Algorithm, Smoothing

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الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2a4d9804fc202973e609d73f5105e71Test
https://projecteuclid.org/euclid.ejs/1602036132Test

المؤلفون: Richard A. Davis, Mikkel Slot Nielsen

المصدر: Electron. J. Statist. 14, no. 2 (2020), 3644-3671

مصطلحات موضوعية: Statistics and Probability, FOS: Computer and information sciences, random forests, Computer Science - Machine Learning, Markov process, Mathematics - Statistics Theory, Machine Learning (stat.ML), Statistics Theory (math.ST), 62G05, 62G08, 60G10, 60J05, 62M05, 62M10, Machine Learning (cs.LG), Methodology (stat.ME), symbols.namesake, 60J05, 62M05, Statistics - Machine Learning, Consistency (statistics), 62G08, FOS: Mathematics, Applied mathematics, 62G05, Concentration inequality, Statistics - Methodology, Mathematics, Series (mathematics), Markov processes, nonlinear autoregressive models, Nonparametric regression, Random forest, Nonlinear system, Autoregressive model, nonparametric regression, symbols, 62M10, Statistics, Probability and Uncertainty, 60G10

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الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7415150b1253db73b108aad9dd82f4f7Test
https://projecteuclid.org/euclid.ejs/1601949674Test

المؤلفون: Bo Zhou, Bas J. M. Werker, Ramon van den Akker

المساهمون: Research Group: Econometrics, Econometrics and Operations Research

المصدر: Ann. Statist. 47, no. 5 (2019), 2601-2638
The Annals of Statistics, 47(5), 2601-2638. Institute of Mathematical Statistics
Annals of statistics, 2019, Vol.47(5), pp.2601-2638 [Peer Reviewed Journal]

مصطلحات موضوعية: ASYMPTOTIC INFERENCE, Statistics and Probability, limit experiment, Rank (linear algebra), Gaussian, MODELS, Econometrics (econ.EM), AUTOREGRESSIVE TIME-SERIES, REGRESSIONS, EFFICIENT TESTS, 01 natural sciences, FOS: Economics and business, 010104 statistics & probability, symbols.namesake, Unit root test, 62P20, semiparametric power envelope, Applied mathematics, Limit (mathematics), 0101 mathematics, Brownian motion, 62G20, Mathematics, Economics - Econometrics, rank statistic, maximal invariant, Nonparametric statistics, Power (physics), 62G10, 62G20, 62P20, 62M10, symbols, LABF, 62M10, Unit root, COEFFICIENT, STATIONARY, Statistics, Probability and Uncertainty, 62G10

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الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::70a472f484c0bc810b70b9a90ad39b6eTest
https://projecteuclid.org/euclid.aos/1564797858Test

المؤلفون: Galin L. Jones, Karl Oskar Ekvall

المصدر: Electron. J. Statist. 15, no. 1 (2021), 691-721

مصطلحات موضوعية: Statistics and Probability, Markov chain, Ergodicity, Mathematics - Statistics Theory, geometric ergodicity, Markov chain Monte Carlo, Statistics Theory (math.ST), Convergence complexity analysis, Bayesian vector autoregression, symbols.namesake, 62M05, Rate of convergence, Bounded function, Gibbs sampler, FOS: Mathematics, symbols, 62M10, Applied mathematics, Almost surely, 62F15, Statistics, Probability and Uncertainty, Mathematics, Gibbs sampling

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4dff6ac28f10b5de2a68297703ea5c9bTest
https://doi.org/10.1214/21-ejs1800Test

المؤلفون: Jens-Peter Kreiss, Marco Meyer, Efstathios Paparoditis

المصدر: Ann. Statist. 48, no. 4 (2020), 2404-2427

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Gaussian, periodogram, 01 natural sciences, Bootstrap, 010104 statistics & probability, Nonlinear system, symbols.namesake, Bootstrapping (electronics), 62M15, Consistency (statistics), Frequency domain, 62G09, Range (statistics), symbols, spectral means, stationary processes, 62M10, 0101 mathematics, Statistics, Probability and Uncertainty, Algorithm, Time complexity, Mathematics

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الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5eae7fad0c9cb0cc2a08321bc7138e33Test
https://projecteuclid.org/euclid.aos/1597370678Test

المؤلفون: Natalie Neumeyer, Maria Mohr

المصدر: Electron. J. Statist. 14, no. 1 (2020), 2238-2271

مصطلحات موضوعية: Statistics and Probability, Heteroscedasticity, Statistics::Theory, CUSUM, Mathematics - Statistics Theory, Statistics Theory (math.ST), sequential empirical process, symbols.namesake, change point detection, 62G08, 62G09, kernel estimation, FOS: Mathematics, Applied mathematics, Statistics::Methodology, Gaussian process, distribution-free test, Empirical process, Mathematics, Weak convergence, Univariate, Nonparametric statistics, Primary 62M10, Secondary 62G08, 62G09, 62G10, cumulative sums, Bootstrap, Nonparametric regression, heteroscedasticity, nonparametric regression, symbols, 62M10, Statistics, Probability and Uncertainty, 62G10

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8013cbfa953f37a08144390dc142a51dTest

المؤلفون: Emmanuel Caron, Bertrand Michel, Jérôme Dedecker

المساهمون: Avignon Université (AU), EA2151 Laboratoire de Mathématiques d'Avignon (LMA), Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP), Université de Paris - UFR Mathématiques et informatique [Sciences], Université de Paris (UP), Laboratoire de Mathématiques Jean Leray (LMJL), Centre National de la Recherche Scientifique (CNRS)-Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN), École Centrale de Nantes (ECN), Centre National de la Recherche Scientifique (CNRS)-Université de Nantes - Faculté des Sciences et des Techniques, Entrepôts, Représentation et Ingénierie des Connaissances (ERIC), Université Lumière - Lyon 2 (UL2)-Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, Université Lumière - Lyon 2 (UL2), Université Paris Descartes - UFR de Mathématiques et Informatique (UPD5 Mathématiques Informatique)

مصطلحات موضوعية: Statistics and Probability, FOS: Computer and information sciences, Gaussian, Mathematics - Statistics Theory, Statistics Theory (math.ST), Model selection, 01 natural sciences, Statistics - Applications, Methodology (stat.ME), 010104 statistics & probability, symbols.namesake, Adaptive estimation, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], FOS: Mathematics, Applied mathematics, Penalty method, Applications (stat.AP), 0101 mathematics, Gaussian process, Statistics - Methodology, Mathematics, [STAT.AP]Statistics [stat]/Applications [stat.AP], Long memory, 010102 general mathematics, Linear model, Estimator, Nonparametric regression, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Adaptive estimator, symbols, Piecewise, Short memory, Statistics, Probability and Uncertainty, [STAT.ME]Statistics [stat]/Methodology [stat.ME], 62G05, 62M10, 60G22

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6505ac9bb64f58d22b80c8b97f17162aTest
http://arxiv.org/abs/2005.01058Test

المؤلفون: Joann Jasiak, Christian Gourieroux

المصدر: Journal of Econometrics

مصطلحات موضوعية: FOS: Computer and information sciences, Economics and Econometrics, Coronavirus disease 2019 (COVID-19), Markov process, Estimating equations, Biology, 62M10, 62P10, 65C20, medicine.disease_cause, Statistics - Applications, 01 natural sciences, Article, Partial observability, law.invention, Methodology (stat.ME), 010104 statistics & probability, symbols.namesake, Infection rate, law, 0502 economics and business, Statistics, medicine, Applications (stat.AP), 0101 mathematics, Quantitative Biology - Populations and Evolution, Statistics - Methodology, 050205 econometrics, Parametric statistics, Coronavirus, Applied Mathematics, 05 social sciences, Populations and Evolution (q-bio.PE), Transmission (mechanics), FOS: Biological sciences, symbols, Information recovery, Aggregate data, SIR model, Epidemic model

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11ae34b79c8f42a44c49a2502b867071Test